+288.1%
NEE vs IOVA
+5.1%
+283.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.8% | -7.0% | +4.2% | -2.5% |
| 30D | +9.5% | -44.4% | +54.0% | +11.6% |
| 3M | +1.0% | +24.7% | -23.6% | -1.0% |
| 6M | -8.0% | +118.6% | -126.6% | -12.7% |
| YTD | +9.4% | +196.3% | -186.9% | +1.6% |
| 1Y | +3.1% | +205.3% | -202.1% | -4.6% |
| 3Y | +70.5% | +103.8% | -33.3% | +51.9% |
| 5Y | +15.2% | -65.6% | +80.8% | +8.6% |
| All | +288.1% | +5.1% | +283.1% | +261.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling